Interest Rates Products

 
 
Daily Price Limit Changes
Treasury Bond Roll
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.630 +0.01 99.625 99.630 99.625 1009
Eurodollar GEU5 Sep 2015 99.440 +0.005 99.440 99.440 99.440 2272
Eurodollar GEZ5 Dec 2015 99.215 +0.005 99.215 99.220 99.215 2190
Eurodollar GEH6 Mar 2016 98.980 +0.005 98.985 98.990 98.980 2088
Eurodollar GEM6 Jun 2016 98.750 +0.01 98.755 98.760 98.750 2091
Eurodollar GEU6 Sep 2016 98.530 +0.015 98.530 98.535 98.530 379
Eurodollar GEZ6 Dec 2016 98.325 +0.015 98.325 98.335 98.325 999
Eurodollar GEH7 Mar 2017 98.160 +0.015 98.160 98.170 98.160 981
10-Year U.S. Treasury Note ZNH5 Mar 2015 127'200 a +0'020 127'205 127'220 127'205 54
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEM5 Jun 2015 99.630 +0.01 99.625 99.630 99.625 1009
Eurodollar GEU5 Sep 2015 99.440 +0.005 99.440 99.440 99.440 2272
Eurodollar GEZ5 Dec 2015 99.215 +0.005 99.215 99.220 99.215 2190
Eurodollar GEH6 Mar 2016 98.980 +0.005 98.985 98.990 98.980 2088
Eurodollar GEM6 Jun 2016 98.750 +0.01 98.755 98.760 98.750 2091
Eurodollar GEU6 Sep 2016 98.530 +0.015 98.530 98.535 98.530 379
Eurodollar GEZ6 Dec 2016 98.325 +0.015 98.325 98.335 98.325 999
Eurodollar GEH7 Mar 2017 98.160 +0.015 98.160 98.170 98.160 981
30-Day Federal Funds ZQG5 Feb 2015 99.8875 0 99.8850 99.8875 99.8850 9705
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 165'25 a +0'03 165'26 165'28 165'26 2
U.S. Treasury Bond ZBH5 Mar 2015 145'14 a +0'03 145'17 145'17 145'14 1
10-Year U.S. Treasury Note ZNH5 Mar 2015 127'200 a +0'020 127'205 127'220 127'205 54
5-Year U.S. Treasury Note ZFH5 Mar 2015 119'207 a +0'017 119'212 119'220 119'212 386
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'205 b +0'007 - 109'205 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.